-17.7%
BSX vs SE
+63.8%
-81.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.8% |
| 30D | +2.1% | -22.3% | +24.4% | +4.8% |
| 3M | -14.0% | -41.8% | +27.8% | -8.9% |
| 6M | -18.3% | -22.4% | +4.1% | -16.4% |
| YTD | -53.6% | -41.6% | -12.1% | -51.3% |
| 1Y | -57.6% | -48.0% | -9.5% | -54.9% |
| All | -17.7% | +63.8% | -81.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling